+68.5%
ENB vs RACE
+26.1%
+42.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | -3.9% | +2.1% | -1.5% |
| 30D | +2.0% | +6.8% | -4.8% | +1.6% |
| 3M | -5.8% | +1.3% | -7.2% | -5.9% |
| 6M | -9.7% | +26.3% | -36.0% | -11.5% |
| YTD | +4.2% | +13.8% | -9.6% | +2.8% |
| 1Y | +3.2% | -0.5% | +3.7% | +3.3% |
| All | +68.5% | +26.1% | +42.4% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling